Power BI URL issue

Hello,

I am trying to open files server path to be opened in Power BI like a URL, however Power BI doesn't recognize it as URL and does not open to link.

Here's what I tried and what happens:

1. A path to the folder, recognized as URL, nothing happens after a click, no problem to open in the browser

2. The path to the file, not recognized as a URL, cannot be clicked, no problem to open in the browser

3. Path to the file with file://, recognized as URL, nothing happens after a click, no problem to open in the browser

4. Path the file with http://, recognized as a URL, opens the link after a click, page cannot be loaded.

5. 

Recognized as link and here is what happens after the browser loads:

if I puth the : between file and // there is no problem to open it. 

So I ran out of ideas with this one. Does anyone have different ideas how can I make URL icon which is being opened in the browser out of this?